I applied through university. The process took 1 week. I interviewed at Citadel Securities (Princeton, NJ) in Oct 2019
Interview
It was an on-campus first-round interview, and it was 45 minutes. We started off by talking about my resume for a bit and then jumped right into technical questions. He asked me two questions, one on probability and one on the algorithm.
Interview questions [1]
Question 1
Design an algorithm to compute the max drawdown of a give price series of stock.
